| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2006 |
21-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,549.95 |
1,550.66 |
0.71 |
0.0% |
1,553.65 |
| High |
1,565.17 |
1,585.88 |
20.71 |
1.3% |
1,576.79 |
| Low |
1,544.30 |
1,548.32 |
4.02 |
0.3% |
1,511.53 |
| Close |
1,548.32 |
1,573.56 |
25.24 |
1.6% |
1,562.84 |
| Range |
20.87 |
37.56 |
16.69 |
80.0% |
65.26 |
| ATR |
26.48 |
27.27 |
0.79 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.93 |
1,665.31 |
1,594.22 |
|
| R3 |
1,644.37 |
1,627.75 |
1,583.89 |
|
| R2 |
1,606.81 |
1,606.81 |
1,580.45 |
|
| R1 |
1,590.19 |
1,590.19 |
1,577.00 |
1,598.50 |
| PP |
1,569.25 |
1,569.25 |
1,569.25 |
1,573.41 |
| S1 |
1,552.63 |
1,552.63 |
1,570.12 |
1,560.94 |
| S2 |
1,531.69 |
1,531.69 |
1,566.67 |
|
| S3 |
1,494.13 |
1,515.07 |
1,563.23 |
|
| S4 |
1,456.57 |
1,477.51 |
1,552.90 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.17 |
1,719.76 |
1,598.73 |
|
| R3 |
1,680.91 |
1,654.50 |
1,580.79 |
|
| R2 |
1,615.65 |
1,615.65 |
1,574.80 |
|
| R1 |
1,589.24 |
1,589.24 |
1,568.82 |
1,602.45 |
| PP |
1,550.39 |
1,550.39 |
1,550.39 |
1,556.99 |
| S1 |
1,523.98 |
1,523.98 |
1,556.86 |
1,537.19 |
| S2 |
1,485.13 |
1,485.13 |
1,550.88 |
|
| S3 |
1,419.87 |
1,458.72 |
1,544.89 |
|
| S4 |
1,354.61 |
1,393.46 |
1,526.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,585.88 |
1,538.14 |
47.74 |
3.0% |
28.07 |
1.8% |
74% |
True |
False |
|
| 10 |
1,585.88 |
1,511.53 |
74.35 |
4.7% |
28.45 |
1.8% |
83% |
True |
False |
|
| 20 |
1,626.29 |
1,511.53 |
114.76 |
7.3% |
27.15 |
1.7% |
54% |
False |
False |
|
| 40 |
1,727.79 |
1,511.53 |
216.26 |
13.7% |
24.07 |
1.5% |
29% |
False |
False |
|
| 60 |
1,750.23 |
1,511.53 |
238.70 |
15.2% |
23.23 |
1.5% |
26% |
False |
False |
|
| 80 |
1,750.23 |
1,511.53 |
238.70 |
15.2% |
22.59 |
1.4% |
26% |
False |
False |
|
| 100 |
1,750.23 |
1,511.53 |
238.70 |
15.2% |
22.05 |
1.4% |
26% |
False |
False |
|
| 120 |
1,761.46 |
1,511.53 |
249.93 |
15.9% |
21.75 |
1.4% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,745.51 |
|
2.618 |
1,684.21 |
|
1.618 |
1,646.65 |
|
1.000 |
1,623.44 |
|
0.618 |
1,609.09 |
|
HIGH |
1,585.88 |
|
0.618 |
1,571.53 |
|
0.500 |
1,567.10 |
|
0.382 |
1,562.67 |
|
LOW |
1,548.32 |
|
0.618 |
1,525.11 |
|
1.000 |
1,510.76 |
|
1.618 |
1,487.55 |
|
2.618 |
1,449.99 |
|
4.250 |
1,388.69 |
|
|